The Chilean comes up against his old club on Sunday for the first time since he moved to Old Trafford in January as part of a swap deal that saw Henrikh Mkhitaryan go the other way.
Sanchez spent three-and-a-half seasons at Arsenal after signing from Barcelona in 2014, scoring 80 times in 165 matches for the Gunners and twice winning the FA Cup.
He could make it a hat-trick of FA Cup victories with United this season after scoring his third goal for the club in their 2-1 semi-final win over Tottenham last weekend.
But first, Jones believes Sanchez will be desperate to show his old employers exactly what they are missing.
Asked if it will feel strange for Sanchez, the defender said: 'Not so much at home. If it was away at the Emirates, it might be a bit different.
'Going back to a place where he's very fond of, knows the pitch and the fans well.
'So, at home, it's a little bit different, but he'll still get that added incentive to try and put one over on them.'
This will be Arsene Wenger's final visit to Old Trafford as Arsenal manager, bringing the curtain down on a rivalry that has spanned two decades.
There have been question marks over the form of Sanchez since his arrival at United, but he has improved in recent weeks, performing well in the wins over Manchester City and Spurs.
-Dailymail